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A test of purchasing power parity for emerging economies
15 references·16 citing·36 second hop
A test of purchasing power parity for emerging economies (1999)A test of purchasing power parity for eme…Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era (1997)Understanding the empirical l…Multi-country evidence on the behavior of purchasing power parity under the current float (1997)Multi-country evidence on the…A Primer on Cointegration with an Application to Money and Income (1994)A Primer on Cointegration wit…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Estimating Long-Run Economic Equilibria (1991)Estimating Long-Run Economic …A Primer on Cointegration with an Application to Money and Income (1991)A Primer on Cointegration wit…Purchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Co-integration as an empirical test of purchasing power parity (1990)Co-integration as an empirica…National price levels, purchasing power parity, and cointegration: a test of four high inflation economies (1989)National price levels, purcha…Cointegration and Tests of Purchasing Power Parity (1988)Cointegration and Tests of Pu…Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes (1988)Arima and Cointegration Tests…An empirical examination of long-run purchasing power parity using cointegration techniques (1988)An empirical examination of l…A re-examination of purchasing power parity (1984)A re-examination of purchasin…A Reexamination of Purchasing Power Parity: A Multicountry and Multiperiod Study (1982)A Reexamination of Purchasing…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …Foreign exchange markets and the purchasing power parity theory (2017)Foreign exchange markets and …Purchasing power parity-symmetry and proportionality: Evidence from 116 countries (2014)Purchasing power parity-symme…Determinants of the real exchange rate in a small open economy: Evidence from Canada (2012)Determinants of the real exch…Real exchange rate behavior and optimum currency area in East Asia: Evidence from Generalized Purchasing Power Parity (2010)Real exchange rate behavior a…PURCHASING POWER PARITY IN LESS‐DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER (2009)PURCHASING POWER PARITY IN LE…Testing long-run validity of purchasing power parity for selected emerging market economies (2008)Testing long-run validity of …Nominal Exchange Rates and Price Convergence in the West African Monetary Zone (2008)Nominal Exchange Rates and Pr…The pricing of exchange risk in emerging stock markets (2006)The pricing of exchange risk …Purchasing Power Parity and real exchange rate behaviour in Africa (2006)Purchasing Power Parity and r…Mean reversion and structural breaks in real exchange rates: South African evidence (2006)Mean reversion and structural…The validity of purchasing power parity hypothesis for eleven middle eastern countries (2005)The validity of purchasing po…Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan (2005)Testing for long-run PPP in a…Do real exchange rates contain a unit root? Evidence from Turkish data (2005)Do real exchange rates contai…PURCHASING POWER PARITY AND EXCHANGE RATE POLICY REFORMS IN AFRICA (2004)PURCHASING POWER PARITY AND E…Food prices and long-run purchasing power parity in Africa (2003)Food prices and long-run purc…Cointegration Tests of Purchasing Power Parity in Africa (2003)Cointegration Tests of Purcha…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Fully modified OLS for heterogeneous cointegrated panels (2004)On the estimation and inference of a cointegrated regression in panel data (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Effect of transportation infrastructure on economic growth in India: The VECM approach (2012)Energy consumption and economic growth: Evidence from the economic community of West African States (ECOWAS) (2012)Estimation of Environmental Kuznets Curve for CO2 emission: Role of renewable energy generation in India (2017)Deviations from Purchasing Power Parity in the Long Run (1983)Cointegration tests of energy consumption, income, and employment (1992)More on a Stochastic Asset Model for Actuarial Use (1995)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Purchasing power parity and unit root tests using panel data (1996)Purchasing Power Parity and the Real Exchange Rate (2002)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Exchange Rate Economics: A Survey (1991)The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Expectations and Exchange Rate Dynamics (1976)The Economics of Exchange Rates (2003)Tourism development and economic growth: A closer look at panels (2007)Purchasing power parity (1978)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Real and nominal exchange rates in the long run: An empirical investigation (1990)Real exchange rate behavior (1997)Exchange Rates in Emerging Economies: What Do We Know? What Do We Need to Know? (1999)Series‐specific Unit Root Tests with Panel Data* (2002)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Short- and long-run effects between oil consumption and economic growth in China (2005)
this work references cited by second hop

References

  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1991Estimating Long-Run Economic Equilibria854 cited
  • 1990Purchasing Power Parity in the Long Run808 cited
  • 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1994A Primer on Cointegration with an Application to Money and Income424 cited
  • 1988Cointegration and Tests of Purchasing Power Parity354 cited
  • 1988Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes253 cited
  • 1989National price levels, purchasing power parity, and cointegration: a test of four high inflation economies241 cited
  • 1991A Primer on Cointegration with an Application to Money and Income192 cited
  • 1997Multi-country evidence on the behavior of purchasing power parity under the current float191 cited
  • 1982A Reexamination of Purchasing Power Parity: A Multicountry and Multiperiod Study171 cited
  • 1984A re-examination of purchasing power parity164 cited
  • 1997Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era135 cited
  • 1990

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Co-integration as an empirical test of purchasing power parity
99 cited

Cited by

  • 2014Purchasing power parity-symmetry and proportionality: Evidence from 116 countries58 cited
  • 2009PURCHASING POWER PARITY IN LESS‐DEVELOPED AND TRANSITION ECONOMIES: A REVIEW PAPER57 cited
  • 2012Determinants of the real exchange rate in a small open economy: Evidence from Canada54 cited
  • 2006The pricing of exchange risk in emerging stock markets52 cited
  • 2005Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan46 cited
  • 2003Cointegration Tests of Purchasing Power Parity in Africa35 cited
  • 2006Mean reversion and structural breaks in real exchange rates: South African evidence34 cited
  • 2017Foreign exchange markets and the purchasing power parity theory32 cited
  • 2005The validity of purchasing power parity hypothesis for eleven middle eastern countries31 cited
  • 2006Purchasing Power Parity and real exchange rate behaviour in Africa31 cited
  • 2008Testing long-run validity of purchasing power parity for selected emerging market economies29 cited
  • 2010Real exchange rate behavior and optimum currency area in East Asia: Evidence from Generalized Purchasing Power Parity29 cited
  • 2008Nominal Exchange Rates and Price Convergence in the West African Monetary Zone28 cited
  • 2004PURCHASING POWER PARITY AND EXCHANGE RATE POLICY REFORMS IN AFRICA28 cited
  • 2005Do real exchange rates contain a unit root? Evidence from Turkish data26 cited
  • 2003Food prices and long-run purchasing power parity in Africa23 cited